Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.537935 0.605625 0.683004 0.779027 0.896454 1.037369 1.222411
2025-08-24 0.450709 0.531613 0.631040 0.765137 0.946115 1.189727 1.557638
2025-08-31 0.417318 0.511570 0.634729 0.813608 1.078526 1.478965 2.184673
2025-09-07 0.375825 0.473038 0.605626 0.808849 1.131905 1.668368 2.752170
2025-09-14 0.340829 0.437749 0.574408 0.793079 1.161740 1.826363 3.354172
2025-09-21 0.315422 0.412371 0.553166 0.787457 1.204926 2.021109 4.174561
2025-09-28 0.291485 0.386345 0.527325 0.769377 1.220746 2.166831 5.003576
2025-10-05 0.285850 0.386426 0.540998 0.819020 1.375008 2.679453 7.600940
2025-10-12 0.286813 0.396298 0.571022 0.902673 1.624468 3.585982 14.136202
2025-10-19 0.270253 0.377110 0.550586 0.888231 1.653712 3.897381 18.868984
2025-10-26 0.258148 0.364016 0.539078 0.889250 1.720220 4.381416 28.169328
2025-11-02 0.243088 0.344995 0.515432 0.862236 1.709594 4.588439 36.866503
2025-11-09 0.224484 0.319869 0.480532 0.810982 1.633540 4.538439 42.998657
2025-11-16 0.212315 0.304695 0.462286 0.792780 1.644015 4.879011 66.636649
2025-11-23 0.210263 0.306272 0.474480 0.842213 1.863473 6.480745 355.132221
2025-11-30 0.201442 0.295626 0.462879 0.836457 1.916494 7.314351 2562.121056
2025-12-07 0.192114 0.283504 0.447436 0.819563 1.929167 7.943728 NaN
2025-12-14 0.184792 0.274445 0.437145 0.813519 1.977879 8.966529 NaN
2025-12-21 0.176665 0.263500 0.422327 0.794490 1.975525 9.610033 NaN
2025-12-28 0.176373 0.266473 0.435224 0.846556 2.261555 14.102090 NaN
2026-01-04 0.178936 0.274760 0.459737 0.934492 2.760203 26.331676 NaN
2026-01-11 0.172328 0.265671 0.447217 0.919286 2.788769 30.402179 NaN
2026-01-18 0.167487 0.259639 0.440742 0.920356 2.901193 39.074829 NaN